+405.7%
COR vs ACGL
+276.1%
+129.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.2% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | +4.5% | -1.0% | +5.5% | +5.0% |
| 3M | +22.7% | +11.0% | +11.6% | +17.8% |
| 6M | -9.7% | -0.3% | -9.4% | -9.9% |
| YTD | -1.4% | +2.3% | -3.7% | -3.0% |
| 1Y | +13.9% | +6.4% | +7.6% | +10.3% |
| 3Y | +94.0% | +34.0% | +60.0% | +65.7% |
| 5Y | +184.0% | +161.6% | +22.4% | +74.5% |
| All | +405.7% | +276.1% | +129.6% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling